First Gun

"All handguns should be GLOCKs.
All GLOCKs should be 9mm.
All 9mm GLOCKs should be GLOCK 19's."
- James Yeager,  Tactical Response

G19
Smith & Wesson M&P 2.0 Compact
Sig P320

These are what I recommend a person get as their first handgun.  If you must go subcompact, then:
Sig P365
GLOCK 43
Smith & Wesson Shield

It's more difficult to fire the subcompact guns as accurately due to a shorter sight radius and the lighter weight, which results in greater felt recoil.   Make no mistake, the smaller pistols are just as accurate.

Generally speaking,  the G19, P320, and 2.0C have better stock triggers out of the box, have longer sight radii, and greater magazine capacity. No, they aren't as easy to conceal, but they are concealable.